quantmod 0.1.4__tar.gz → 0.1.5__tar.gz

{quantmod-0.1.4 → quantmod-0.1.5}/.gitignore

@@ -50,6 +50,8 @@ quantmod/site/
 
 # Local scratch / examples
 myexamples.py
+SOP-publish-and-deploy.md
+SOP-publish-and-deploy.pdf
 
 # Testing / coverage
 .pytest_cache/

{quantmod-0.1.4 → quantmod-0.1.5}/PKG-INFO

@@ -1,10 +1,10 @@
 Metadata-Version: 2.4
 Name: quantmod
-Version: 0.1.4
+Version: 0.1.5
 Summary: Quantitative finance toolkit for Python — markets, options, risk, and time series
-Project-URL: Homepage, https://kannansingaravelu.com/quantmod/
+Project-URL: Homepage, https://docs.kannansingaravelu.com
 Project-URL: Repository, https://github.com/kannansingaravelu/quantmod
-Project-URL: Documentation, https://kannansingaravelu.com/quantmod/
+Project-URL: Documentation, https://docs.kannansingaravelu.com
 Author-email: Kannan Singaravelu <inquant@outlook.com>
 License: Apache-2.0
 License-File: LICENSE.txt
@@ -36,72 +36,89 @@ Requires-Dist: urllib3==1.26.15
 Requires-Dist: yfinance>=1.0
 Description-Content-Type: text/markdown
 
-
-The quantmod package is inspired by the popular R package of the same name but reimagined for the modern Python data stack. It’s designed to support data scientists, analysts, and AI researchers with tools for fast, flexible data exploration and visualization. Whether you're working with time series, building machine learning pipelines, or prototyping data-driven ideas, quantmod offers a clean, intuitive interface that helps you move quickly from data to insight.
-
+quantmod is a Python library for market data access, quantitative analysis, and financial modeling. It provides a unified framework to move seamlessly from data ingestion to derivatives analytics, pricing, risk analysis, and visualization.
 
 ## Installation
-The easiest way to install quantmod is using pip:
+
+Install quantmod using pip:
 
 ```bash
 pip install quantmod
 ```
 
+Or, using uv:
+
+```bash
+uv add quantmod
+```
 
 ## Modules
 
-* [charts](https://kannansingaravelu.com/quantmod/charts/)
-* [datasets](https://kannansingaravelu.com/quantmod/datasets/)
-* [derivatives](https://kannansingaravelu.com/quantmod/derivatives/)
-* [indicators](https://kannansingaravelu.com/quantmod/indicators/)
-* [markets](https://kannansingaravelu.com/quantmod/markets/)
-* [models](https://kannansingaravelu.com/quantmod/models/)
-* [risk](https://kannansingaravelu.com/quantmod/risk/) 
-* [timeseries](https://kannansingaravelu.com/quantmod/timeseries/)
+### Data & Markets
 
+- [datasets](https://docs.kannansingaravelu.com/datasets/)
+- [database](https://docs.kannansingaravelu.com/db/)
+- [markets](https://docs.kannansingaravelu.com/markets/)
+- [derivatives](https://docs.kannansingaravelu.com/derivatives/)
+
+### Quant & Analytics
+
+- [charts](https://docs.kannansingaravelu.com/charts/)
+- [models](https://docs.kannansingaravelu.com/models/)
+- [risk](https://docs.kannansingaravelu.com/risk/)
+- [indicators](https://docs.kannansingaravelu.com/indicators/)
+- [timeseries](https://docs.kannansingaravelu.com/timeseries/)
 
 ## Quickstart
 
 ```py
-# Retrieves market data & ticker object 
+# Market data
 from quantmod.markets import getData, getTicker
 
-# Charting module
+# Visualization
 import quantmod.charts
 
-# Option price
-from quantmod.models import OptionInputs, BlackScholesOptionPricing, MonteCarloOptionPricing
+# Option pricing models
+from quantmod.models import (
+    OptionInputs,
+    Black76,
+    BlackScholes,
+    MonteCarloOptionPricing
+)
 
 # Risk measures
-from quantmod.risk import RiskInputs, ValueAtRisk, ConditionalVaR, VarBacktester
-
-# Calculates price return of different time period.
+from quantmod.risk import (
+    RiskInputs,
+    ValueAtRisk,
+    ConditionalVaR,
+    VarBacktester
+)
+
+# Time series utilities
 from quantmod.timeseries import *
 
 # Technical indicators
 from quantmod.indicators import ATR
 
-# Derivatives functions
+# Derivatives (option chain analytics)
 from quantmod.derivatives import maxpain
 
-# Datasets functions
+# Datasets
 from quantmod.datasets import fetch_historical_data
 ```
+
 <br>
 Note: quantmod is currently under active development, and anticipate ongoing enhancements and additions. The aim is to continually improve the package and expand its capabilities to meet the evolving needs of the community.
 
-
 ## Examples
-Refer to the [examples](https://kannansingaravelu.com/) section for more details.
 
+Refer to the [examples](https://docs.kannansingaravelu.com/examples/) section for detailed use cases and workflows.
 
 ## Changelog
-The list of changes to quantmod between each release can be found [here](https://kannansingaravelu.com/quantmod/changelog/)
-
 
-## Community
-[Join the quantmod server](https://discord.com/invite/DXQyezbJ) to share feature requests, report bugs, and discuss the package.
+See the full list of changes [here](https://docs.kannansingaravelu.com/changelog/)
 
+## Legal
 
-## Legal 
-`quatmod` is distributed under the **Apache Software License**. See the [LICENSE.txt](https://www.apache.org/licenses/LICENSE-2.0.txt) file in the release for details.
+`quantmod` is distributed under the **Apache Software License**.  
+See the [LICENSE](https://www.apache.org/licenses/LICENSE-2.0.txt) for details.

quantmod-0.1.5/README.md

@@ -0,0 +1,86 @@
+quantmod is a Python library for market data access, quantitative analysis, and financial modeling. It provides a unified framework to move seamlessly from data ingestion to derivatives analytics, pricing, risk analysis, and visualization.
+
+## Installation
+
+Install quantmod using pip:
+
+```bash
+pip install quantmod
+```
+
+Or, using uv:
+
+```bash
+uv add quantmod
+```
+
+## Modules
+
+### Data & Markets
+
+- [datasets](https://docs.kannansingaravelu.com/datasets/)
+- [database](https://docs.kannansingaravelu.com/db/)
+- [markets](https://docs.kannansingaravelu.com/markets/)
+- [derivatives](https://docs.kannansingaravelu.com/derivatives/)
+
+### Quant & Analytics
+
+- [charts](https://docs.kannansingaravelu.com/charts/)
+- [models](https://docs.kannansingaravelu.com/models/)
+- [risk](https://docs.kannansingaravelu.com/risk/)
+- [indicators](https://docs.kannansingaravelu.com/indicators/)
+- [timeseries](https://docs.kannansingaravelu.com/timeseries/)
+
+## Quickstart
+
+```py
+# Market data
+from quantmod.markets import getData, getTicker
+
+# Visualization
+import quantmod.charts
+
+# Option pricing models
+from quantmod.models import (
+    OptionInputs,
+    Black76,
+    BlackScholes,
+    MonteCarloOptionPricing
+)
+
+# Risk measures
+from quantmod.risk import (
+    RiskInputs,
+    ValueAtRisk,
+    ConditionalVaR,
+    VarBacktester
+)
+
+# Time series utilities
+from quantmod.timeseries import *
+
+# Technical indicators
+from quantmod.indicators import ATR
+
+# Derivatives (option chain analytics)
+from quantmod.derivatives import maxpain
+
+# Datasets
+from quantmod.datasets import fetch_historical_data
+```
+
+<br>
+Note: quantmod is currently under active development, and anticipate ongoing enhancements and additions. The aim is to continually improve the package and expand its capabilities to meet the evolving needs of the community.
+
+## Examples
+
+Refer to the [examples](https://docs.kannansingaravelu.com/examples/) section for detailed use cases and workflows.
+
+## Changelog
+
+See the full list of changes [here](https://docs.kannansingaravelu.com/changelog/)
+
+## Legal
+
+`quantmod` is distributed under the **Apache Software License**.  
+See the [LICENSE](https://www.apache.org/licenses/LICENSE-2.0.txt) for details.

{quantmod-0.1.4 → quantmod-0.1.5}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "hatchling.build"
 
 [project]
 name = "quantmod"
-version = "0.1.4"
+version = "0.1.5"
 description = "Quantitative finance toolkit for Python — markets, options, risk, and time series"
 readme = "README.md"
 license = { text = "Apache-2.0" }
@@ -41,9 +41,9 @@ dependencies = [
 ]
 
 [project.urls]
-Homepage = "https://kannansingaravelu.com/quantmod/"
+Homepage = "https://docs.kannansingaravelu.com"
 Repository = "https://github.com/kannansingaravelu/quantmod"
-Documentation = "https://kannansingaravelu.com/quantmod/"
+Documentation = "https://docs.kannansingaravelu.com"
 
 [project.scripts]
 inquant = "quantmod:hello"

{quantmod-0.1.4 → quantmod-0.1.5}/quantmod/docs/changelog.md

@@ -1,5 +1,15 @@
 # Change Log
 
+## 0.1.5
+
+- fixed Monte Carlo drift to honour cost of carry (`drift = r − q`)
+  - `MonteCarloOptionPricing` now applies `dividend_yield` (continuous yield or FX rate differential); previously hard-coded `drift = r`, which over-priced options on dividend-paying underlyings
+  - `dividend_yield` defaults to `0`, preserving prior behaviour for non-dividend cases
+- refreshed README and documentation
+  - reorganized modules into "Data & Markets" and "Quant & Analytics" sections
+  - updated quickstart imports (`Black76`, `BlackScholes`) and added `uv` install instructions
+  - regrouped navigation and updated docs site URL
+
 ## 0.1.4
 
 - replaced `BlackScholesOptionPricing` with Generalized Black-Scholes (GBS) framework
@@ -15,7 +25,7 @@
   - added `MonteCarloResult` dataclass (price, std error, 95% CI, metadata)
   - parameters renamed: `nsims` → `n_simulations`, `timestep` → `n_steps`
 
-  0.1.3
+    0.1.3
 
 ---
 

{quantmod-0.1.4 → quantmod-0.1.5}/quantmod/docs/index.md

@@ -67,9 +67,6 @@ Refer to the [examples](user-guide/examples/optionpricing.md) section for more d
 ## Changelog
 The list of changes to quantmod between each release can be found [here](changelog.md)
 
-## Community
-[Join the quantmod server](https://discord.com/invite/DXQyezbJ) to share feature requests, report bugs, and discuss the package.
-
 ## Legal 
 `quatmod` is distributed under the **Apache Software License**. See the [LICENSE.txt](https://www.apache.org/licenses/LICENSE-2.0.txt) file in the release for details. 
 

{quantmod-0.1.4 → quantmod-0.1.5}/quantmod/docs/user-guide/examples/optionpricing.md

@@ -165,6 +165,24 @@ print(mc.results())
 ──────────────────────────────────────────────────
 ```
 
+### European option — continuous dividend yield
+
+The drift reflects cost of carry (`r − q`), so a non-zero `dividend_yield`
+(continuous yield, or the rate differential for FX) is honoured.
+
+```py
+div_inputs = OptionInputs(spot=100, strike=100, rate=0.05, ttm=1.0,
+                          volatility=0.20, dividend_yield=0.03)
+
+mc = MonteCarloOptionPricing(
+    div_inputs,
+    n_simulations=100_000,
+    option_type=OptionType.CALL,
+    seed=42,
+)
+print(mc.results().price)   # cheaper than the q=0 call above
+```
+
 ### European option — Sobol quasi-random (faster convergence)
 
 ```py

quantmod-0.1.5/quantmod/docs/user-guide/installation.md

@@ -0,0 +1,14 @@
+# Installation
+
+## pip
+
+```bash
+pip install quantmod
+```
+
+## uv
+
+```bash
+uv add quantmod
+```
+

{quantmod-0.1.4 → quantmod-0.1.5}/quantmod/mkdocs.yml

@@ -1,19 +1,23 @@
 site_name: quantmod
-site_url: https://kannansingaravelu.com/quantmod/
+site_url: https://docs.kannansingaravelu.com
 docs_dir: docs
 site_dir: ../site
 
 nav:
   - Home: index.md
-  - Charts: charts.md
-  - Datasets: datasets.md
-  - Database: db.md
-  - Derivatives: derivatives.md
-  - Indicators: indicators.md
-  - Markets: markets.md
-  - Models: models.md
-  - Risk: risk.md
-  - Timeseries: timeseries.md
+
+  - Data & Markets:
+    - Database: db.md
+    - Datasets: datasets.md
+    - Derivatives: derivatives.md
+    - Markets: markets.md
+
+  - Quant & Analytics:
+    - Charts: charts.md
+    - Models: models.md
+    - Risk: risk.md
+    - Indicators: indicators.md
+    - Timeseries: timeseries.md
 
   - User Guide:
       - Installation: user-guide/installation.md
@@ -29,9 +33,10 @@ nav:
           - Technical Indicators: user-guide/examples/technicals.md
           - Time Series Analysis: user-guide/examples/timeseries.md
 
-  - About: about.md
-  - Changelog: changelog.md
-  - License: license.md
+  - About: 
+    - About: about.md
+    - Changelog: changelog.md
+    - License: license.md
 
 theme:
   name: material
@@ -141,4 +146,4 @@ markdown_extensions:
       generic: true
 
 copyright: |
-  © 2024-2025 Kannan Singaravelu
+  © 2024-2026 Kannan Singaravelu

{quantmod-0.1.4 → quantmod-0.1.5}/quantmod/models/montecarlo.py

@@ -209,6 +209,7 @@ class MonteCarloOptionPricing:
         self._S             = inputs.spot
         self._K             = inputs.strike
         self._r             = inputs.rate
+        self._q             = inputs.dividend_yield
         self._t             = inputs.ttm
         self._sigma         = inputs.volatility
         self._n_steps       = n_steps
@@ -295,11 +296,18 @@ class MonteCarloOptionPricing:
 
     def _simulate_paths(self, z: np.ndarray) -> np.ndarray:
         """
-        Simulate Geometric Brownian Motion price paths.
+        Simulate Geometric Brownian Motion price paths under risk-neutral
+        measure with cost-of-carry ``b = r − q``.
 
         Uses the log-return form to avoid compounding floating-point errors:
 
-            S(t+Δt) = S(t) · exp[(r - σ²/2)·Δt + σ·√Δt·Z]
+            S(t+Δt) = S(t) · exp[(r − q − σ²/2)·Δt + σ·√Δt·Z]
+
+        Setting ``dividend_yield = 0`` (default) reduces the drift to the
+        plain ``r`` previously assumed. For Black76-style forward inputs,
+        pass ``rate = 0`` (since the forward is a martingale under the
+        risk-neutral measure) — the discount factor is then unitless and
+        the caller is responsible for applying ``exp(−r·T)`` externally.
 
         Parameters
         ----------
@@ -313,7 +321,7 @@ class MonteCarloOptionPricing:
             Column 0 is the initial spot price ``S``.
         """
         dt        = self._t / self._n_steps
-        drift     = (self._r - 0.5 * self._sigma ** 2) * dt
+        drift     = (self._r - self._q - 0.5 * self._sigma ** 2) * dt
         diffusion = self._sigma * np.sqrt(dt) * z                   # (n_sims, n_steps)
         cum_log   = np.cumsum(drift + diffusion, axis=1)             # (n_sims, n_steps)
         paths     = self._S * np.exp(

quantmod-0.1.4/README.md

@@ -1,69 +0,0 @@
-
-The quantmod package is inspired by the popular R package of the same name but reimagined for the modern Python data stack. It’s designed to support data scientists, analysts, and AI researchers with tools for fast, flexible data exploration and visualization. Whether you're working with time series, building machine learning pipelines, or prototyping data-driven ideas, quantmod offers a clean, intuitive interface that helps you move quickly from data to insight.
-
-
-## Installation
-The easiest way to install quantmod is using pip:
-
-```bash
-pip install quantmod
-```
-
-
-## Modules
-
-* [charts](https://kannansingaravelu.com/quantmod/charts/)
-* [datasets](https://kannansingaravelu.com/quantmod/datasets/)
-* [derivatives](https://kannansingaravelu.com/quantmod/derivatives/)
-* [indicators](https://kannansingaravelu.com/quantmod/indicators/)
-* [markets](https://kannansingaravelu.com/quantmod/markets/)
-* [models](https://kannansingaravelu.com/quantmod/models/)
-* [risk](https://kannansingaravelu.com/quantmod/risk/) 
-* [timeseries](https://kannansingaravelu.com/quantmod/timeseries/)
-
-
-## Quickstart
-
-```py
-# Retrieves market data & ticker object 
-from quantmod.markets import getData, getTicker
-
-# Charting module
-import quantmod.charts
-
-# Option price
-from quantmod.models import OptionInputs, BlackScholesOptionPricing, MonteCarloOptionPricing
-
-# Risk measures
-from quantmod.risk import RiskInputs, ValueAtRisk, ConditionalVaR, VarBacktester
-
-# Calculates price return of different time period.
-from quantmod.timeseries import *
-
-# Technical indicators
-from quantmod.indicators import ATR
-
-# Derivatives functions
-from quantmod.derivatives import maxpain
-
-# Datasets functions
-from quantmod.datasets import fetch_historical_data
-```
-<br>
-Note: quantmod is currently under active development, and anticipate ongoing enhancements and additions. The aim is to continually improve the package and expand its capabilities to meet the evolving needs of the community.
-
-
-## Examples
-Refer to the [examples](https://kannansingaravelu.com/) section for more details.
-
-
-## Changelog
-The list of changes to quantmod between each release can be found [here](https://kannansingaravelu.com/quantmod/changelog/)
-
-
-## Community
-[Join the quantmod server](https://discord.com/invite/DXQyezbJ) to share feature requests, report bugs, and discuss the package.
-
-
-## Legal 
-`quatmod` is distributed under the **Apache Software License**. See the [LICENSE.txt](https://www.apache.org/licenses/LICENSE-2.0.txt) file in the release for details.

quantmod-0.1.4/quantmod/docs/user-guide/installation.md

@@ -1,21 +0,0 @@
-# Installation
-
-## pip
-
-```bash
-pip install quantmod
-```
-
-## uv
-
-```bash
-uv add quantmod
-```
-
-## From source
-
-```bash
-git clone https://github.com/kannansingaravelu/quantmod.git
-cd quantmod
-uv sync
-```